diff --git a/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp b/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp
index 0b2188f0..f3f3a7bc 100644
--- a/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp
+++ b/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp
@@ -5,17 +5,35 @@
  *      Author: fasiondog
  */
 
+#include <boost/bind.hpp>
 #include "AllocateFundsBase.h"
 
 namespace hku {
 
-AllocateFundsBase::AllocateFundsBase(): m_name("AllocateMoneyBase") {
+HKU_API std::ostream & operator<<(std::ostream& os, const AllocateFundsBase& af) {
+    os << "AllocateFunds(" << af.name() << ", " << af.getParameter() << ")";
+    return os;
+}
 
+HKU_API std::ostream & operator<<(std::ostream& os, const AFPtr& af) {
+    if (af) {
+        os << *af;
+    } else {
+        os << "AllocateFunds(NULL)";
+    }
+
+    return os;
+}
+
+AllocateFundsBase::AllocateFundsBase(): m_name("AllocateMoneyBase") {
+    setParam<bool>("adjust_hold_sys", false); //是否调整之前已经持仓策略的持仓
+    setParam<int>("max_sys_num", 10); //最大系统实例数
 }
 
 AllocateFundsBase::AllocateFundsBase(const string& name)
 : m_name("AllocateMoneyBase") {
-
+    setParam<bool>("adjust_hold_sys", false);
+    setParam<int>("max_sys_num", 10); //最大系统实例数
 }
 
 AllocateFundsBase::~AllocateFundsBase() {
@@ -43,9 +61,71 @@ AFPtr AllocateFundsBase::clone() {
 }
 
 SystemList AllocateFundsBase
-::getAllocateWeight(const SystemList& se_list, const SystemList& hold_list) {
+::getAllocateSystem(const Datetime& date,
+        const SystemList& se_list, const SystemList& hold_list) {
     SystemList result;
+
+    SystemWeightList sw_list = allocateWeight(se_list, hold_list);
+
+    /*sort(sw_list.begin(), sw_list.end(),
+         boost::bind(std::less<price_t>(),
+                     boost::bind(&SystemWeight::weight, _1),
+                     boost::bind(&SystemWeight::weight, _2)));
+    */
+    price_t total_weight = 0.0;
+
+    auto sw_iter = sw_list.begin();
+    for (; sw_iter != sw_list.end(); ++sw_iter) {
+        total_weight += sw_iter->weight;
+    }
+
+    if (total_weight == 0.0) {
+        return result;
+    }
+
+    int precision = m_tm->getParam<int>("precision");
+    price_t per_cash = roundDown(m_tm->currentCash() / total_weight, precision);
+
+    sw_iter = sw_list.begin();
+    for (; sw_iter != sw_list.end(); ++sw_iter) {
+        price_t will_cash = roundDown(per_cash * sw_iter->weight, precision);
+        if (will_cash == 0.0) {
+            continue;
+        }
+
+        TMPtr tm = sw_iter->sys->getTM();
+        precision = tm->getParam<int>("precision");
+        will_cash = roundDown(will_cash, precision);
+        if (tm->currentCash() < will_cash) {
+            price_t cash = will_cash - tm->currentCash();
+            tm->checkin(date, cash);
+            m_tm->checkout(date, cash);
+        }
+
+        result.push_back(sw_iter->sys);
+    }
+
     return result;
 }
 
+SystemWeightList AllocateFundsBase
+::allocateWeight(const SystemList& se_list, const SystemList& hold_list) {
+    SystemWeightList result;
+
+    result = _allocateWeight(se_list, hold_list);
+
+    size_t total = result.size();
+    if (total <= getParam<int>("max_sys_num")) {
+        return result;
+    }
+
+    auto iter = result.begin() + total;
+    SystemWeightList sw_list;
+    copy(result.begin(), iter, sw_list.begin());
+    swap(result, sw_list);
+
+    return result;
+}
+
+
 } /* namespace hku */
diff --git a/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h b/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h
index a4e36238..e429d4db 100644
--- a/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h
+++ b/libs/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h
@@ -27,6 +27,31 @@ public:
     AllocateFundsBase(const string& name);
     virtual ~AllocateFundsBase();
 
+    string name() const;
+    void name(const string& name);
+
+    /**
+     * Portfolio获取实际获得资产分配的系统策略实例
+     * @param date 指定日期
+     * @param se_list 系统实例选择器选出的系统实例
+     * @param hold_list 当前持仓的系统实例
+     * @return
+     */
+    SystemList getAllocateSystem(const Datetime& date,
+                                 const SystemList& se_list,
+                                 const SystemList& hold_list);
+
+    /**
+     * 获取实际分配资产的系统实例及其权重
+     * @details 实际调用子类接口 _allocateWeight，并根据允许的最大持仓系统数参数对子类返回的
+     *          系统实例及权重列表进行了截断处理
+     * @param se_list
+     * @param hold_list
+     * @return
+     */
+    SystemWeightList allocateWeight(const SystemList& se_list,
+                                    const SystemList& hold_list);
+
     /** 获取交易账户 */
     TMPtr getTM();
 
@@ -44,9 +69,16 @@ public:
     virtual void _reset() {}
 
     /** 子类克隆私有变量接口 */
-    virtual AFPtr _clone() {return AFPtr(); }
+    virtual AFPtr _clone() = 0;
 
-    SystemList getAllocateWeight(const SystemList&, const SystemList&);
+    /**
+     * 子类分配权重接口
+     * @param se_list 选择器选出的系统 实例列表
+     * @param hold_list 当前持仓的系统实例列表
+     * @return
+     */
+    virtual SystemWeightList _allocateWeight(const SystemList& se_list,
+                                             const SystemList& hold_list) = 0;
 
 private:
     string m_name;
@@ -77,9 +109,58 @@ private:
     #endif /* HKU_SUPPORT_SERIALIZATION */
 };
 
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_SERIALIZATION_ASSUME_ABSTRACT(SelectorBase)
+#endif
+
+#if HKU_SUPPORT_SERIALIZATION
+/**
+ * 对于没有私有变量的继承子类，可直接使用该宏定义序列化
+ * @code
+ * class Drived: public AllocateFundsBase {
+ *     ALLOCATEFUNDS_NO_PRIVATE_MEMBER_SERIALIZATION
+ *
+ * public:
+ *     Drived();
+ *     ...
+ * };
+ * @endcode
+ * @ingroup Selector
+ */
+#define ALLOCATEFUNDS_NO_PRIVATE_MEMBER_SERIALIZATION private:\
+    friend class boost::serialization::access; \
+    template<class Archive> \
+    void serialize(Archive & ar, const unsigned int version) { \
+        ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(AllocateFundsBase); \
+    }
+#else
+#define ALLOCATEFUNDS_NO_PRIVATE_MEMBER_SERIALIZATION
+#endif
+
+#define ALLOCATEFUNDS_IMP(classname) public:\
+    virtual AFPtr _clone() {\
+        return AFPtr(new classname());\
+    }\
+    virtual SystemWeightList _allocateWeight(const SystemList&, const SystemList&);
+
+
 typedef shared_ptr<AllocateFundsBase> AllocateFundsPtr;
 typedef shared_ptr<AllocateFundsBase> AFPtr;
 
+
+HKU_API std::ostream & operator<<(std::ostream&, const AllocateFundsBase&);
+HKU_API std::ostream & operator<<(std::ostream&, const AFPtr&);
+
+
+inline string AllocateFundsBase::name() const {
+    return m_name;
+}
+
+inline void AllocateFundsBase::name(const string& name) {
+    m_name = name;
+}
+
+
 inline TMPtr AllocateFundsBase::getTM() {
     return m_tm;
 }
diff --git a/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.cpp b/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.cpp
index f0a84a67..4d414a20 100644
--- a/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.cpp
+++ b/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.cpp
@@ -9,12 +9,30 @@
 
 namespace hku {
 
-SystemWeight::SystemWeight(): m_weight(100) {
+HKU_API std::ostream & operator<<(std::ostream & os, const SystemWeight& sw) {
+    os << std::fixed;
+    os.precision(4);
+
+    string name("NULL");
+    if (sw.sys) {
+       name = sw.sys->name();
+    }
+
+    os << "SystemWeight(sys: " << name
+       << ",  weight: " << sw.weight
+       << ")"<< std::endl;
+
+    os.unsetf(std::ostream::floatfield);
+    os.precision();
+    return os;
+}
+
+SystemWeight::SystemWeight(): weight(100) {
 
 }
 
 SystemWeight::SystemWeight(const SystemPtr& sys, price_t weight)
-: m_sys(sys), m_weight(weight) {
+: sys(sys), weight(weight) {
 
 }
 
diff --git a/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.h b/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.h
index c0dcca6d..929d0bba 100644
--- a/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.h
+++ b/libs/hikyuu/trade_sys/allocatefunds/SystemWeight.h
@@ -24,9 +24,11 @@ public:
     void setWeight(price_t weight);
     price_t getWeight() const;
 
+public:
+    SystemPtr sys;
+    price_t weight;
+
 private:
-    SystemPtr m_sys;
-    price_t m_weight;
 
     //============================================
     // 序列化支持
@@ -36,14 +38,14 @@ private:
         friend class boost::serialization::access;
         template<class Archive>
         void save(Archive & ar, const unsigned int version) const {
-            ar & BOOST_SERIALIZATION_NVP(m_sys);
-            ar & BOOST_SERIALIZATION_NVP(m_weight);
+            ar & BOOST_SERIALIZATION_NVP(sys);
+            ar & BOOST_SERIALIZATION_NVP(weight);
         }
 
         template<class Archive>
         void load(Archive & ar, const unsigned int version) {
-            ar & BOOST_SERIALIZATION_NVP(m_sys);
-            ar & BOOST_SERIALIZATION_NVP(m_weight);
+            ar & BOOST_SERIALIZATION_NVP(sys);
+            ar & BOOST_SERIALIZATION_NVP(weight);
         }
 
         BOOST_SERIALIZATION_SPLIT_MEMBER()
@@ -52,22 +54,7 @@ private:
 
 typedef vector<SystemWeight> SystemWeightList;
 
-inline void SystemWeight::setSYS(const SystemPtr& sys) {
-    m_sys = sys;
-}
-
-inline SystemPtr SystemWeight::getSYS() const {
-    return m_sys;
-}
-
-inline void SystemWeight::setWeight(price_t weight) {
-    m_weight = weight;
-}
-
-inline price_t SystemWeight::getWeight() const {
-    return m_weight;
-}
-
+HKU_API std::ostream & operator<<(std::ostream &, const SystemWeight&);
 
 } /* namespace hku */
 
diff --git a/libs/hikyuu/trade_sys/allocatefunds/build_in.h b/libs/hikyuu/trade_sys/allocatefunds/build_in.h
index a91ac843..2bc45267 100644
--- a/libs/hikyuu/trade_sys/allocatefunds/build_in.h
+++ b/libs/hikyuu/trade_sys/allocatefunds/build_in.h
@@ -8,7 +8,7 @@
 #ifndef TRADE_SYS_ALLOCATEFUNDS_BUILD_IN_H_
 #define TRADE_SYS_ALLOCATEFUNDS_BUILD_IN_H_
 
-
+#include "crt/AF_EqualWeight.h"
 
 
 #endif /* TRADE_SYS_ALLOCATEFUNDS_BUILD_IN_H_ */
diff --git a/libs/hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h b/libs/hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h
new file mode 100644
index 00000000..0c19c32f
--- /dev/null
+++ b/libs/hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h
@@ -0,0 +1,21 @@
+/*
+ * AF_EqualWeight.h
+ *
+ *  Created on: 2018年2月8日
+ *      Author: fasiondog
+ */
+
+#ifndef TRADE_SYS_ALLOCATEFUNDS_CRT_AF_EQUALWEIGHT_H_
+#define TRADE_SYS_ALLOCATEFUNDS_CRT_AF_EQUALWEIGHT_H_
+
+#include "../AllocateFundsBase.h"
+
+namespace hku {
+
+AFPtr HKU_API AF_EqualWeight();
+
+} /* namespace hku */
+
+
+
+#endif /* TRADE_SYS_ALLOCATEFUNDS_CRT_AF_EQUALWEIGHT_H_ */
diff --git a/libs/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.cpp b/libs/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.cpp
new file mode 100644
index 00000000..2d6d4ff2
--- /dev/null
+++ b/libs/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.cpp
@@ -0,0 +1,53 @@
+/*
+ * EqualWeightAllocateFunds.cpp
+ *
+ *  Created on: 2018年2月8日
+ *      Author: fasiondog
+ */
+
+#include "EqualWeightAllocateFunds.h"
+
+namespace hku {
+
+EqualWeightAllocateFunds::EqualWeightAllocateFunds()
+:AllocateFundsBase("AF_EqualWeight") {
+
+}
+
+EqualWeightAllocateFunds::~EqualWeightAllocateFunds() {
+
+}
+
+SystemWeightList EqualWeightAllocateFunds
+::_allocateWeight(const SystemList& se_list, const SystemList& hold_list) {
+    SystemWeightList result;
+
+    SystemList temp_list;
+    if (getParam<bool>("adjust_hold_sys")) {
+        copy(se_list.begin(), se_list.end(), temp_list.begin());
+        copy(hold_list.begin(), hold_list.end(), temp_list.end());
+    } else {
+        copy(se_list.begin(), se_list.end(), temp_list.begin());
+    }
+
+    size_t total = temp_list.size();
+    if (total == 0) {
+        return result;
+    }
+
+    price_t weight = 100.0 / total;
+    for (auto iter = temp_list.begin(); iter != temp_list.end(); ++iter) {
+        SystemWeight sw;
+        sw.sys = *iter;
+        sw.weight = weight;
+        result.push_back(sw);
+    }
+
+    return result;
+}
+
+AFPtr HKU_API AF_EqualWeight() {
+    return make_shared<EqualWeightAllocateFunds>();
+}
+
+} /* namespace hku */
diff --git a/libs/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.h b/libs/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.h
new file mode 100644
index 00000000..58d98c6d
--- /dev/null
+++ b/libs/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.h
@@ -0,0 +1,25 @@
+/*
+ * EqualWeightAllocateFunds.h
+ *
+ *  Created on: 2018年2月8日
+ *      Author: fasiondog
+ */
+
+#ifndef TRADE_SYS_ALLOCATEFUNDS_IMP_EQUALWEIGHTALLOCATEFUNDS_H_
+#define TRADE_SYS_ALLOCATEFUNDS_IMP_EQUALWEIGHTALLOCATEFUNDS_H_
+
+#include "../AllocateFundsBase.h"
+
+namespace hku {
+
+class EqualWeightAllocateFunds: public AllocateFundsBase {
+    ALLOCATEFUNDS_IMP(EqualWeightAllocateFunds)
+
+public:
+    EqualWeightAllocateFunds();
+    virtual ~EqualWeightAllocateFunds();
+};
+
+} /* namespace hku */
+
+#endif /* TRADE_SYS_ALLOCATEFUNDS_IMP_EQUALWEIGHTALLOCATEFUNDS_H_ */
diff --git a/libs/hikyuu/trade_sys/portfolio/Portfolio.cpp b/libs/hikyuu/trade_sys/portfolio/Portfolio.cpp
index 0702c607..e4da770e 100644
--- a/libs/hikyuu/trade_sys/portfolio/Portfolio.cpp
+++ b/libs/hikyuu/trade_sys/portfolio/Portfolio.cpp
@@ -37,8 +37,9 @@ Portfolio::Portfolio(const string& name) : m_name(name) {
 
 Portfolio::Portfolio(const TradeManagerPtr& tm,
         const SystemPtr& sys,
-        const SelectorPtr& se)
-: m_se(se), m_tm(tm), m_name("Portfolio") {
+        const SelectorPtr& se,
+        const AFPtr& af)
+: m_name("Portfolio"), m_se(se), m_tm(tm), m_af(af) {
     initParam();
 }
 
@@ -330,6 +331,13 @@ void Portfolio::run(const KQuery& query) {
             } else {
                 cur_hold_sys_sets.erase(*sys_iter);
             }
+
+            //同步交易记录
+            TradeRecordList tr_list = (*sys_iter)->getTM()->getTradeList(*date_iter, Null<Datetime>());
+            auto tr_iter = tr_list.begin();
+            for (; tr_iter != tr_list.end(); ++tr_iter) {
+                m_tm->addTradeRecord(*tr_iter);
+            }
         }
 
         SystemList cur_hold_sys_list;
@@ -340,22 +348,7 @@ void Portfolio::run(const KQuery& query) {
 
         //计算当前时刻选择的系统实例
         SystemList selected_list = m_se->getSelectedSystemList(*date_iter);
-        SystemList sw_list = m_af->getAllocateWeight(selected_list, cur_hold_sys_list);
-
-        //资金分配都由AF自动处理好？ 需要调仓卖出的，都由AF处理？这里只处理调仓完的系统列表？
-        /*auto sw_iter = sw_map.begin();
-        for (; sw_iter != sw_map.end(); ++sw_iter) {
-            if (sw_iter->second == 0.0) {
-                SYSPtr sys = sw_iter->first;
-                TMPtr tm = sys->getTM();
-                PositionRecordList pos_list = tm->getPositionList();
-                auto pos_iter = pos_list.begin();
-                for (; pos_iter != pos_list.end(); ++pos_iter) {
-                    KRecord kr = pos_iter->stock.getKRecordByDate(*date_iter, query.kType());
-                    sys->_sell(kr, PART_ALLOCATEFUNDS);
-                }
-            }
-        }*/
+        SystemList sw_list = m_af->getAllocateSystem(*date_iter, selected_list, cur_hold_sys_list);
 
         auto sw_iter = sw_list.begin();
         for (; sw_iter != sw_list.end(); ++sw_iter) {
diff --git a/libs/hikyuu/trade_sys/portfolio/Portfolio.h b/libs/hikyuu/trade_sys/portfolio/Portfolio.h
index 6a1789a8..3974d87e 100644
--- a/libs/hikyuu/trade_sys/portfolio/Portfolio.h
+++ b/libs/hikyuu/trade_sys/portfolio/Portfolio.h
@@ -41,7 +41,8 @@ public:
     Portfolio(const string& name);
     Portfolio(const TradeManagerPtr& tm,
             const SystemPtr& sys,
-            const SelectorPtr& st);
+            const SelectorPtr& st,
+            const AFPtr& af);
     virtual ~Portfolio();
 
     string name() const { return m_name; }
diff --git a/libs/hikyuu/trade_sys/portfolio/crt/PF_Simple.h b/libs/hikyuu/trade_sys/portfolio/crt/PF_Simple.h
index a108877e..19d6a336 100644
--- a/libs/hikyuu/trade_sys/portfolio/crt/PF_Simple.h
+++ b/libs/hikyuu/trade_sys/portfolio/crt/PF_Simple.h
@@ -11,13 +11,15 @@
 #include "../Portfolio.h"
 #include "../../system/crt/SYS_Simple.h"
 #include "../../selector/crt/SE_Fixed.h"
+#include "../../allocatefunds/crt/AF_EqualWeight.h"
 
 namespace hku {
 
 PortfolioPtr HKU_API PF_Simple(
-        const TradeManagerPtr& tm = TradeManagerPtr(),
-        const SystemPtr& sys = SYS_Simple(),
-        const SelectorPtr& st = SE_Fixed());
+        const TMPtr& tm = TradeManagerPtr(),
+        const SYSPtr& sys = SYS_Simple(),
+        const SEPtr& st = SE_Fixed(),
+        const AFPtr& af = AF_EqualWeight());
 
 } /* namespace hku */
 
diff --git a/libs/hikyuu/trade_sys/portfolio/imp/PF_Simple.cpp b/libs/hikyuu/trade_sys/portfolio/imp/PF_Simple.cpp
index 3fe428fc..71867c6e 100644
--- a/libs/hikyuu/trade_sys/portfolio/imp/PF_Simple.cpp
+++ b/libs/hikyuu/trade_sys/portfolio/imp/PF_Simple.cpp
@@ -10,10 +10,11 @@
 namespace hku {
 
 PortfolioPtr HKU_API PF_Simple(
-        const TradeManagerPtr& tm,
-        const SystemPtr& sys,
-        const SelectorPtr& st) {
-    return make_shared<Portfolio>(tm, sys, st);
+        const TMPtr& tm,
+        const SYSPtr& sys,
+        const SEPtr& st,
+        const AFPtr& af) {
+    return make_shared<Portfolio>(tm, sys, st, af);
 }
 
 } /* namespace hku */
diff --git a/libs/hikyuu/trade_sys/selector/imp/FixedSelector.h b/libs/hikyuu/trade_sys/selector/imp/FixedSelector.h
index a1c33dc0..9dbc6034 100644
--- a/libs/hikyuu/trade_sys/selector/imp/FixedSelector.h
+++ b/libs/hikyuu/trade_sys/selector/imp/FixedSelector.h
@@ -13,7 +13,7 @@
 namespace hku {
 
 class FixedSelector: public SelectorBase {
-    SELECTOR_IMP(FixedSelector);
+    SELECTOR_IMP(FixedSelector)
     SELECTOR_NO_PRIVATE_MEMBER_SERIALIZATION
 
 public:
diff --git a/libs/hikyuu_python/trade_sys/_AllocateFunds.cpp b/libs/hikyuu_python/trade_sys/_AllocateFunds.cpp
new file mode 100644
index 00000000..f6d5cea0
--- /dev/null
+++ b/libs/hikyuu_python/trade_sys/_AllocateFunds.cpp
@@ -0,0 +1,92 @@
+/*
+ * _Selector.cpp
+ *
+ *  Created on: 2016年3月28日
+ *      Author: fasiondog
+ */
+
+#include <boost/python.hpp>
+#include <hikyuu/trade_sys/allocatefunds/build_in.h>
+#include "../_Parameter.h"
+#include "../pickle_support.h"
+
+using namespace boost::python;
+using namespace hku;
+
+class AllocateFundsBaseWrap : public AllocateFundsBase, public wrapper<AllocateFundsBase> {
+public:
+    AllocateFundsBaseWrap(): AllocateFundsBase() {}
+    AllocateFundsBaseWrap(const string& name): AllocateFundsBase(name) {}
+    virtual ~AllocateFundsBaseWrap() {}
+
+    void _reset() {
+        if (override func = this->get_override("_reset")) {
+            func();
+        } else {
+            AllocateFundsBase::_reset();
+        }
+    }
+
+    void default_reset() {
+        this->AllocateFundsBase::_reset();
+    }
+
+    SystemWeightList _allocateWeight(const SystemList& se_list,
+                                    const SystemList& hold_list) {
+        return this->get_override("_allocateWeight")(se_list, hold_list);
+    }
+
+    AFPtr _clone() {
+        return this->get_override("_clone")();
+    }
+};
+
+string (AllocateFundsBase::*af_get_name)() const = &AllocateFundsBase::name;
+void (AllocateFundsBase::*af_set_name)(const string&) = &AllocateFundsBase::name;
+
+void export_AllocateFunds() {
+    class_<SystemWeight>("SystemWeight", init<>())
+            .def(init<const SystemPtr&, price_t>())
+            .def(self_ns::str(self))
+            .def_readwrite("sys", &SystemWeight::sys)
+            .def_readwrite("weight", &SystemWeight::weight)
+#if HKU_PYTHON_SUPPORT_PICKLE
+            .def_pickle(normal_pickle_suite<SystemWeight>())
+#endif
+            ;
+
+    SystemWeightList::const_reference (SystemWeightList::*SystemWeightList_at)(SystemWeightList::size_type) const = &SystemWeightList::at;
+    void (SystemWeightList::*append)(const SystemWeight&) = &SystemWeightList::push_back;
+    class_<SystemWeightList>("SystemWeightList")
+            .def("__iter__", iterator<SystemWeightList>())
+            .def("size", &SystemWeightList::size)
+            .def("__len__", &SystemWeightList::size)
+            .def("__getitem__", SystemWeightList_at, return_value_policy<copy_const_reference>())
+            .def("append", append)
+            ;
+
+
+    class_<AllocateFundsBaseWrap, boost::noncopyable>("AllocateFundsBase", init<>())
+            .def(init<const string&>())
+            .def(self_ns::str(self))
+            .add_property("name", af_get_name, af_set_name)
+            .def("getParam", &AllocateFundsBase::getParam<boost::any>)
+            .def("setParam", &AllocateFundsBase::setParam<object>)
+
+            .def("reset", &AllocateFundsBase::reset)
+            .def("clone", &AllocateFundsBase::clone)
+            .def("_reset", &AllocateFundsBase::_reset, &AllocateFundsBaseWrap::default_reset)
+            .def("_clone", pure_virtual(&AllocateFundsBase::_clone))
+            .def("_allocateWeight", pure_virtual(&AllocateFundsBase::_allocateWeight))
+#if HKU_PYTHON_SUPPORT_PICKLE
+            .def_pickle(name_init_pickle_suite<AllocateFundsBase>())
+#endif
+            ;
+
+    register_ptr_to_python<AFPtr>();
+
+    def("AF_EqualWeight", AF_EqualWeight);
+
+}
+
+
diff --git a/libs/hikyuu_python/trade_sys/_Portfolio.cpp b/libs/hikyuu_python/trade_sys/_Portfolio.cpp
index 399cab1b..42746c69 100644
--- a/libs/hikyuu_python/trade_sys/_Portfolio.cpp
+++ b/libs/hikyuu_python/trade_sys/_Portfolio.cpp
@@ -13,7 +13,7 @@
 using namespace boost::python;
 using namespace hku;
 
-BOOST_PYTHON_FUNCTION_OVERLOADS(PF_Simple_overload, PF_Simple, 0, 3);
+BOOST_PYTHON_FUNCTION_OVERLOADS(PF_Simple_overload, PF_Simple, 0, 4);
 
 void (Portfolio::*pf_set_name)(const string&) = &Portfolio::name;
 string (Portfolio::*pf_get_name)() const= &Portfolio::name;
@@ -24,7 +24,8 @@ void export_Portfolio() {
             .def(init<const string&>())
             .def(init<const TradeManagerPtr&,
                     const SystemPtr&,
-                    const SelectorPtr&>())
+                    const SelectorPtr&,
+                    const AFPtr&>())
             .def(self_ns::str(self))
             .def("getParam", &Portfolio::getParam<boost::any>)
             .def("setParam", &Portfolio::setParam<object>)
diff --git a/libs/hikyuu_python/trade_sys/trade_sys_main.cpp b/libs/hikyuu_python/trade_sys/trade_sys_main.cpp
index 033c7390..01685ae8 100644
--- a/libs/hikyuu_python/trade_sys/trade_sys_main.cpp
+++ b/libs/hikyuu_python/trade_sys/trade_sys_main.cpp
@@ -19,6 +19,7 @@ void export_Slippage();
 void export_System();
 void export_Selector();
 void export_Portfolio();
+void export_AllocateFunds();
 
 BOOST_PYTHON_MODULE(_trade_sys) {
     docstring_options doc_options(false);
@@ -31,6 +32,7 @@ BOOST_PYTHON_MODULE(_trade_sys) {
     export_Slippage();
     export_System();
     export_Selector();
+    export_AllocateFunds();
     export_Portfolio();
 }
 
diff --git a/tools/hikyuu/interactive/interactive.py b/tools/hikyuu/interactive/interactive.py
index 2026e4ab..dd4b391b 100644
--- a/tools/hikyuu/interactive/interactive.py
+++ b/tools/hikyuu/interactive/interactive.py
@@ -47,6 +47,7 @@ from hikyuu.trade_sys.stoploss import *
 from hikyuu.trade_sys.profitgoal import *
 from hikyuu.trade_sys.slippage import *
 from hikyuu.trade_sys.selector import *
+from hikyuu.trade_sys.allocatefunds import *
 from hikyuu.trade_sys.portfolio import *
 
 from hikyuu.interactive import *
diff --git a/tools/hikyuu/trade_sys/__init__.py b/tools/hikyuu/trade_sys/__init__.py
index 9dde8385..fd64cee6 100644
--- a/tools/hikyuu/trade_sys/__init__.py
+++ b/tools/hikyuu/trade_sys/__init__.py
@@ -26,5 +26,6 @@
 
 
 __all__ = ['system', 'environment', 'condition', 'moneymanager', 'signal',
-           'stoploss', 'profitgoal', 'slippage', 'selector', 'portfolio']
+           'stoploss', 'profitgoal', 'slippage', 'selector', 'portfolio',
+           'allocatefunds']
 
diff --git a/tools/hikyuu/trade_sys/allocatefunds.py b/tools/hikyuu/trade_sys/allocatefunds.py
new file mode 100644
index 00000000..9b1fb8a8
--- /dev/null
+++ b/tools/hikyuu/trade_sys/allocatefunds.py
@@ -0,0 +1,43 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+
+from ._trade_sys import (AllocateFundsBase, AF_EqualWeight)
+from hikyuu.util.unicode import (unicodeFunc, reprFunc)
+
+AllocateFundsBase.__unicode__ = unicodeFunc
+AllocateFundsBase.__repr__ = reprFunc
+
+
+#------------------------------------------------------------------
+# add doc-string
+#------------------------------------------------------------------
+
+
+
+#------------------------------------------------------------------
+# add doc-string for build_in func
+#------------------------------------------------------------------